Analysis run in : 2024-09-14 09:00
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Table Visualization¶
Out[13]:
| category | codeCOT | futures | latest | deltaW | zscore3M | zscore6M | |
|---|---|---|---|---|---|---|---|
| 0 | equities | 13874A | E-MINI S&P 500 | -61,408 | 2,768 | -0.045550 | 0.053051 |
| 1 | equities | 1170E1 | VIX FUTURES | -15,111 | 10,778 | 1.689475 | 1.819035 |
| 2 | equities | 239742 | RUSSELL E-MINI | 5,425 | 6,838 | 1.556477 | 1.960203 |
| 3 | equities | 12460+ | DJIA Consolidated | 8,180 | 1,039 | 0.291876 | -0.361712 |
| 4 | equities | 209742 | NASDAQ MINI | 31,323 | 1,654 | 1.831322 | 2.537211 |
| 5 | equities | 240741 | NIKKEI STOCK AVERAGE | -1,966 | 473 | 0.633451 | 0.433372 |
| 6 | rates | 043602 | UST 10Y NOTE | -948,794 | 31,296 | -1.362548 | -2.062101 |
| 7 | rates | 044601 | UST 5Y NOTE | -1,693,749 | 19,929 | -0.925396 | -1.208417 |
| 8 | rates | 042601 | UST 2Y NOTE | -1,011,718 | -26,459 | 1.443091 | 0.437738 |
| 9 | rates | 020601 | UST BOND | -56,599 | -25,884 | -1.356225 | -1.212593 |
| 10 | rates | 045601 | FED FUNDS | -56,421 | 34,313 | 1.511527 | 0.157134 |
| 11 | rates | 132741 | EURODOLLARS-3M | 0 | 0 | 0.000000 | 0.000000 |
| 12 | currencies | 098662 | USD INDEX | 20,206 | 763 | 0.892990 | 1.262730 |
| 13 | currencies | 097741 | JAPANESE YEN | 55,375 | 16,609 | 1.361210 | 2.099775 |
| 14 | currencies | 099741 | EURO FX | 93,465 | -23,197 | 1.139246 | 1.527438 |
| 15 | currencies | 096742 | BRITISH POUND | 95,283 | -21,069 | 0.256014 | 0.874043 |
| 16 | currencies | 232741 | AUSTRALIAN DOLLAR | -14,020 | -7,351 | 0.493662 | 1.058662 |
| 17 | currencies | 090741 | CANADIAN DOLLAR | -70,937 | -1,656 | 1.679996 | 0.715652 |
| 18 | currencies | 095741 | MEXICAN PESO | 27,064 | -5,472 | -1.282073 | -1.611513 |
| 19 | currencies | 112741 | NZ DOLLAR | -3,315 | -3,077 | -0.460960 | -0.215999 |
| 20 | currencies | 092741 | SWISS FRANC | -22,235 | 740 | 1.190431 | 1.248376 |
| 21 | commodities | 133741 | BITCOIN | -511 | -449 | 0.076054 | 0.260649 |
| 22 | commodities | 06765T | BRENT LAST DAY | -22,478 | -3,072 | -1.034567 | -0.070478 |
| 23 | commodities | 088691 | GOLD | 280,627 | -2,446 | 0.709990 | 1.302851 |
| 24 | commodities | 085692 | COPPER- #1 | 14,095 | -172 | -1.076634 | -1.296520 |
| 25 | commodities | 023651 | NAT GAS NYME | -87,925 | 12,798 | 0.368791 | 0.773488 |
| 26 | commodities | 111659 | GASOLINE RBOB | 15,551 | -4,227 | -1.115707 | -1.359035 |
| 27 | commodities | 022651 | NY HARBOR ULSD | -7,047 | -16,474 | -2.945442 | -3.202433 |
| 28 | commodities | 084691 | SILVER | 40,105 | -758 | -1.100689 | -1.554780 |
| 29 | commodities | 076651 | PLATINUM | 8,927 | 9,506 | -0.809153 | -0.852967 |
| 30 | commodities | 002602 | CORN | -45,411 | 49,974 | 1.912307 | 1.631281 |
| 31 | commodities | 005602 | SOYBEANS | -132,244 | 16,624 | 0.689278 | 0.078456 |
| 32 | commodities | 001602 | WHEAT-SRW | -20,040 | 14,617 | 2.424261 | 1.387807 |
| 33 | commodities | 001612 | WHEAT-HRW | -8,352 | 10,509 | 2.254879 | 1.459341 |
| 34 | commodities | 057642 | LIVE CATTLE | 60,991 | 2,317 | -1.288166 | -1.314123 |
| 35 | commodities | 054642 | LEAN HOGS | 43,324 | -964 | 1.714005 | -0.120732 |
| 36 | commodities | 080732 | SUGAR NO. 11 | 46,483 | -11,622 | 0.732896 | 0.457958 |
| 37 | commodities | 033661 | COTTON NO. 2 | -41,243 | -6,824 | -1.445000 | -1.025413 |
| 38 | commodities | 083731 | COFFEE C | 62,495 | -764 | -0.678042 | -0.360875 |
| 39 | commodities | 073732 | COCOA | 23,994 | -438 | 1.026016 | 0.480739 |
| 40 | commodities | 040701 | FRZN CONCENTRATED ORANGE JUICE | 4,141 | 354 | 1.203436 | 0.860316 |
Plotting plotly¶
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